Anic Equity¶

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Total return since start: 0.58 %¶

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Equity now: -----------------------------> 48265.45 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46568.82 Kr¶

PnL: ---------------------------------------> 211.82 Kr¶

DD now: ---------------------------------> -9.139 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-11 10:23:00.340319'

Anic Portfolio¶

Today¶

Return: -0.42 %¶

This Week¶

Return: 0.067 %¶

Total portfolio value¶

Return including deposits: 58.009 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
NP3 Fastigheter 32 -1.360000 5801.600000 104.600000 1.840000 5697.000000
EnQuest PLC 2351 -0.240000 5816.370000 103.370000 1.810000 5713.000530
Vitec Software Group B 2 -0.500000 1185.000000 98.000000 9.020000 1087.000000
Lindab International 35 -0.250000 5673.500000 80.500000 1.440000 5593.000000
Tethys Oil 109 1.060000 5945.950000 34.950000 0.590000 5911.000022
Investor B 27 -1.580000 5707.800000 16.800000 0.300000 5691.000006
AQ Group 12 -0.570000 5196.000000 -67.000000 -1.270000 5262.999996
Volvo B 25 -0.350000 5665.000000 -78.000000 -1.360000 5743.000000
Volvo A 24 -0.260000 5577.600000 -81.400000 -1.440000 5659.000008
TOTAL 46568.820000 211.820000 -9.13944% 46357.000562

Updated:¶

'2023-08-11 10:23:18.029655'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶